CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4144 |
1.4116 |
-0.0028 |
-0.2% |
1.3945 |
| High |
1.4149 |
1.4251 |
0.0102 |
0.7% |
1.4167 |
| Low |
1.4064 |
1.4109 |
0.0045 |
0.3% |
1.3898 |
| Close |
1.4140 |
1.4219 |
0.0079 |
0.6% |
1.4140 |
| Range |
0.0085 |
0.0142 |
0.0057 |
67.1% |
0.0269 |
| ATR |
0.0158 |
0.0157 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
177,036 |
150,003 |
-27,033 |
-15.3% |
951,152 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4619 |
1.4561 |
1.4297 |
|
| R3 |
1.4477 |
1.4419 |
1.4258 |
|
| R2 |
1.4335 |
1.4335 |
1.4245 |
|
| R1 |
1.4277 |
1.4277 |
1.4232 |
1.4306 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4208 |
| S1 |
1.4135 |
1.4135 |
1.4206 |
1.4164 |
| S2 |
1.4051 |
1.4051 |
1.4193 |
|
| S3 |
1.3909 |
1.3993 |
1.4180 |
|
| S4 |
1.3767 |
1.3851 |
1.4141 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4875 |
1.4777 |
1.4288 |
|
| R3 |
1.4606 |
1.4508 |
1.4214 |
|
| R2 |
1.4337 |
1.4337 |
1.4189 |
|
| R1 |
1.4239 |
1.4239 |
1.4165 |
1.4288 |
| PP |
1.4068 |
1.4068 |
1.4068 |
1.4093 |
| S1 |
1.3970 |
1.3970 |
1.4115 |
1.4019 |
| S2 |
1.3799 |
1.3799 |
1.4091 |
|
| S3 |
1.3530 |
1.3701 |
1.4066 |
|
| S4 |
1.3261 |
1.3432 |
1.3992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4251 |
1.3913 |
0.0338 |
2.4% |
0.0123 |
0.9% |
91% |
True |
False |
180,838 |
| 10 |
1.4251 |
1.3831 |
0.0420 |
3.0% |
0.0135 |
0.9% |
92% |
True |
False |
201,915 |
| 20 |
1.4251 |
1.3818 |
0.0433 |
3.0% |
0.0151 |
1.1% |
93% |
True |
False |
208,851 |
| 40 |
1.4327 |
1.3736 |
0.0591 |
4.2% |
0.0175 |
1.2% |
82% |
False |
False |
138,691 |
| 60 |
1.4327 |
1.2965 |
0.1362 |
9.6% |
0.0172 |
1.2% |
92% |
False |
False |
92,616 |
| 80 |
1.4327 |
1.2876 |
0.1451 |
10.2% |
0.0163 |
1.1% |
93% |
False |
False |
69,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4855 |
|
2.618 |
1.4623 |
|
1.618 |
1.4481 |
|
1.000 |
1.4393 |
|
0.618 |
1.4339 |
|
HIGH |
1.4251 |
|
0.618 |
1.4197 |
|
0.500 |
1.4180 |
|
0.382 |
1.4163 |
|
LOW |
1.4109 |
|
0.618 |
1.4021 |
|
1.000 |
1.3967 |
|
1.618 |
1.3879 |
|
2.618 |
1.3737 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4206 |
1.4197 |
| PP |
1.4193 |
1.4176 |
| S1 |
1.4180 |
1.4154 |
|